Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,272
Full Text Papers:
393,643
Authors:
226,678
Papers Received in Last 12 months:
68,942
Paper Downloads:
To date:
65,917,226
Last 12 months:
11,175,672
Last 30 days:
1,053,329
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: G13
1,851,902 Total downloads
Showing Papers 3,751 - 3,800 of 4,932
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
Damiano Brigo and
Naoufel El-Bachir
Date Posted: December 08, 2006329 downloads
Credit Derivatives and Structured Credit: The Nascent Markets of Asia and the Pacific BIS Quarterly Review, June 2008
Eli M. Remolona and
Ilhyock Shim
Date Posted: December 05, 200988 downloads
Credit Derivatives and Risk Aversion Advances in Econometrics Year: 2008, Vol. 22, pp. 275 - 291, 2008
Tim Leung ,
Ronnie Sircar and
Thaleia Zariphopoulou
Date Posted: July 04, 2009188 downloads
Credit Derivatives and Earnings Announcements Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2012-03
George E. Batta
,
Jiaping Qiu
and
Fan Yu
Date Posted: March 11, 2012Last Revised: May 11, 2013130 downloads
Credit Default Swaps, Strategic Default, and the Cost of Corporate Debt
Gi H. Kim
Date Posted: April 15, 201316 downloads
Credit Default Swaps Liquidity Modeling: A Survey
Damiano Brigo ,
Mirela Predescu
and
Agostino Capponi
Date Posted: March 05, 2010Last Revised: September 12, 2011364 downloads
Credit Default Swaps and the Credit Crisis Charles A. Dice Center Working Paper No. 2009-16 , Fisher College of Business Working Paper No. 2009-03-16, ECGI - Finance Working Paper No. 264/2009
Rene M. Stulz
Date Posted: September 29, 2009Last Revised: September 27, 20102652 downloads
Credit Default Swap Valuation with Counterparty Risk Kyoto Economics Journal, Forthcoming
Yue Kuen Kwok
and
Seng Yuen Leung
Date Posted: May 09, 2005581 downloads
Credit Default Swap Spreads and Variance Risk Premia AFA 2011 Denver Meetings Paper
Hao Wang ,
Hao Zhou and
Yi Zhou
Date Posted: March 11, 2010Last Revised: September 05, 2010270 downloads
Credit Default Swap Spreads and Variance Risk Premia
Hao Wang ,
Hao Zhou and
Yi Zhou
Date Posted: October 25, 2009Last Revised: June 12, 2011440 downloads
Credit Default Swap Spreads and Variance Risk Premia FEDS Working Paper No. 2011-02
Hao Zhou ,
wang hao
and
Zhou Yi
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 11, 201143 downloads
Credit Default Swap Prices as Risk Indicators of Listed German Banks Financial Markets and Portfolio Management, Vol. 21, No. 3, pp. 269-292, 2007
Klaus Duellmann and
Agnieszka Sosinska
Date Posted: September 11, 2007
Credit Default Swap Calibration and Equity Swap Valuation under Counterparty Risk with a Tractable Structural Model
Damiano Brigo and
Marco Tarenghi
Date Posted: August 25, 20041157 downloads
Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model
Damiano Brigo and
Marco Tarenghi
Date Posted: April 06, 2005357 downloads
Credit Default Swap Auctions FRB of New York Staff Report No. 372
Jean Helwege ,
Samuel Maurer
,
Asani Sarkar and
Yuan Wang
affiliation not provided to SSRN
,
Federal Reserve Bank of New York
and
John Molson School of Business, Concordia University
Date Posted: May 21, 2009387 downloads
Credit Calibration with Structural Models: The Lehman Case and Equity Swaps Under Counterparty Risk
Damiano Brigo ,
Massimo Morini and
Marco Tarenghi
Date Posted: January 04, 2010237 downloads
Crash-O-Phobia: A Domestic Fear or A Worldwide Concern?
Liuren Wu and
Silverio Foresi
Date Posted: October 03, 2004388 downloads
Crash Risk of the Euro in the Sovereign Debt Crisis of 2009-2010 Journal of Banking and Finance, Vol. 35, pp. 2945–2955, 2011,
C. H. Hui and
T. K. Chung
Date Posted: June 28, 2010Last Revised: July 05, 2012785 downloads
Crash Risk in Currency Returns
Mikhail Chernov ,
Jeremy J. Graveline
and
Irina Zviadadze
Date Posted: March 16, 2012157 downloads
Crash Discovery in Stock and Option Markets
Dilip B. Madan and
Gurdip Bakshi
Date Posted: April 20, 1999631 downloads
Covered Call ETFs for BRIC Markets
Ronald T. Slivka ,
Sharad S. Bhat
and
Sridhar Nonabuhr Srinivasamurthy
Date Posted: March 01, 201372 downloads
Covariance Matrix Extrapolation for Energy Forward Prices
Anlong Li
Date Posted: October 18, 2006402 downloads
Coupling Smiles
Valdo Durrleman
and
Nicole El Karoui
Date Posted: August 07, 2007423 downloads
Counterparty Valuation Adjustments CREDIT RISK FRONTIERS: SUBPRIME CRISIS, PRICING AND HEDGING, CVA, MBS, RATINGS, AND LIQUIDITY; Tomasz Bielecki, Damiano Brigo and Frederic Patras, eds., February 2011
Harvey J. Stein
and
Kin Pong Lee
Date Posted: August 28, 2009Last Revised: February 15, 20122370 downloads
Counterparty Risk Valuation: A Marked Branching Diffusion Approach
Pierre Henry-Labordere
Date Posted: February 18, 2012206 downloads
Counterparty Risk Valuation for Energy-Commodities Swaps: Impact of Volatilities and Correlation
Damiano Brigo ,
Kyriakos Chourdakis and
Imane Bakkar
Date Posted: June 24, 2008564 downloads
Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model
With Stochastic Intensity
Kwai Sun Leung and
Yue Kuen Kwok
Date Posted: July 14, 2009149 downloads
Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
Damiano Brigo and
Kyriakos Chourdakis
Date Posted: May 19, 2008Last Revised: October 05, 20081054 downloads
Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation, WWR, Basel, Funding, CCDS and Margin Lending
Damiano Brigo
Date Posted: November 05, 2011Last Revised: June 18, 20121673 downloads
Counterparty Risk and Contingent CDS Valuation Under Correlation Between Interest-Rates and Default
Damiano Brigo and
Andrea Pallavicini
Date Posted: August 23, 2006Last Revised: March 31, 20081340 downloads
Counterparty Credit Risk in Interest Rate Swaps during Times of Market Stress FEDS Working Paper No. 2003-09
Antulio N. Bomfim
affiliation not provided to SSRN
Date Posted: June 16, 2003419 downloads
Counterparty Credit Risk and American Options
Peter Klein and
Jun Yang
Date Posted: May 06, 201080 downloads
Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy International Monetary Fund Working Paper No. 09/257
Papa N'Diaye
Date Posted: January 27, 2010114 downloads
Costly Learning and Agency Conflicts in Investments Under Uncertainty
Lin William Cong
Date Posted: March 16, 2012Last Revised: April 10, 20134 downloads
Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt EFA 0274
Viral V. Acharya ,
Jing-Zhi Huang ,
Marti G. Subrahmanyam and
Rangarajan K. Sundaram
Date Posted: March 30, 2000747 downloads
Costly External Finance, Liquidity Risk, and Default Risk
Jun Yang
Date Posted: March 18, 201188 downloads
Cost of Equity and Risk: Empirical Evidence from Russia
Yury Dranev
,
Sofya Fomkina
,
Yana Nurdinova
and
Victor Redkin
Date Posted: July 16, 2012Last Revised: March 08, 201311 downloads
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market Midwest Finance Association 2012 Annual Meetings Paper
Silvia Muzzioli
Date Posted: August 30, 201163 downloads
Correlations in Asynchronous Markets
Lorenzo Bergomi
Date Posted: July 09, 2010552 downloads
Correlation Risk and Optimal Portfolio Choice AFA 2008 New Orleans Meetings Paper
Andrea Buraschi ,
Paolo Porchia
and
Fabio Trojani
Date Posted: June 14, 2006Last Revised: February 16, 20091575 downloads
Correlation Effects in Credit Risk Models with Incomplete Accounting Information
Dirk Herkommer
Date Posted: February 28, 2006175 downloads
Correlation Digital Options JOURNAL OF FINANCIAL ENGINEERING, Volume 4, Number 1, March 1995.
Peter G. Zhang
Date Posted: January 05, 1999
Correlation between the Recovery Rate and the State of an Economy - Application on the iTraxx
Jean-Roch Sibille
and
Georges Hubner
Date Posted: January 08, 2009107 downloads
Correlation Between Intensity and Recovery in Credit Risk Models SSE/EFI Working paper Series in Economics and Finance No. 614
Raquel M. Gaspar and
Irina Slinko
Date Posted: July 17, 2006Last Revised: March 08, 2009277 downloads
Correlation as a Pricing Factor for Oil Derivatives
Pierre Six
Date Posted: July 21, 201248 downloads
Correlation Analysis in the LIBOR and Swap Market Model International Journal of Theoretical and Applied Finance, Vol. 5, No. 4, June 2002
Etienne de Malherbe
Date Posted: August 19, 2002
Correlating Market Models
Bruce Choy
,
Tim Dun and
Erik Schlogl
Date Posted: May 24, 2003679 downloads
Correlated Random Walks and the Joint Survival Probability
Mark B. Wise and
Vineer Bhansali
Date Posted: July 07, 2004308 downloads
Correlated Default with Incomplete Information Journal of Banking & Finance, Forthcoming
Kay Giesecke
Date Posted: June 09, 2003
Correlated Default with Incomplete Information
Kay Giesecke
Date Posted: November 27, 2001326 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.735 seconds
